HSBC WAR. CALL 12/25 SIE/ DE000TT5R091 /
| 2024-05-17 9:36:31 PM | Chg.-0.1200 | Bid9:58:58 PM | Ask9:58:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5800EUR | -7.06% | 1.5500 Bid Size: 20,000 |
1.6000 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 190.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R09 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -1.50 |
| Time value: | 1.70 |
| Break-even: | 207.00 |
| Moneyness: | 0.92 |
| Premium: | 0.18 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 1.80% |
| Delta: | 0.52 |
| Theta: | -0.02 |
| Omega: | 5.37 |
| Rho: | 1.18 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.6900 |
| Low: | 1.5300 |
| Previous Close: | 1.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.29% | ||
|---|---|---|---|
| 1 Month | -9.71% | ||
| 3 Months | +1.94% | ||
| YTD | +1.94% | ||
| 1 Year | +4.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4800 | 1.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.4800 | 1.7000 |
| 6M High / 6M Low: | 2.4800 | 0.7900 |
| High (YTD): | 2024-05-10 | 2.4800 |
| Low (YTD): | 2024-01-17 | 1.0600 |
| 52W High: | 2024-05-10 | 2.4800 |
| 52W Low: | 2023-10-26 | 0.3500 |
| Avg. price 1W: | 2.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9819 | |
| Avg. volume 1M: | 1 | |
| Avg. price 6M: | 1.6003 | |
| Avg. volume 6M: | 1.2177 | |
| Avg. price 1Y: | 1.2519 | |
| Avg. volume 1Y: | .5898 | |
| Volatility 1M: | 129.36% | |
| Volatility 6M: | 95.18% | |
| Volatility 1Y: | 107.16% | |
| Volatility 3Y: | - |
